-20.8%
CLF vs AVTR
-15.7%
-5.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +16.0% | +3.2% | +12.8% | +15.0% |
| 30D | +1.6% | +0.5% | +1.2% | +1.5% |
| 3M | +6.7% | +12.1% | -5.4% | +3.2% |
| 6M | +21.1% | +91.2% | -70.1% | -1.4% |
| YTD | -1.6% | +36.3% | -37.9% | -12.3% |
| 1Y | +18.5% | +35.2% | -16.7% | +5.6% |
| All | -20.8% | -15.7% | -5.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling